+601.4%
MPC vs LHX
+37.3%
+564.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | +9.4% | +5.3% | +4.1% | +7.8% |
| 30D | -13.4% | +15.8% | -29.3% | -17.0% |
| 3M | +18.9% | -6.1% | +24.9% | +20.8% |
| 6M | +64.9% | -11.4% | +76.3% | +69.6% |
| YTD | +156.8% | -6.3% | +163.1% | +156.7% |
| 1Y | +113.2% | -8.0% | +121.1% | +114.3% |
| 3Y | +201.8% | +58.1% | +143.7% | +144.5% |
| 5Y | +601.4% | +36.3% | +565.0% | +478.9% |
| All | +601.4% | +37.3% | +564.0% | +478.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling